+462.9%
META vs WAB
+266.7%
+196.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +5.2% | +5.1% | +0.1% | +3.3% |
| 30D | -13.0% | +4.0% | -17.0% | -14.2% |
| 3M | +7.9% | +0.1% | +7.8% | +7.8% |
| 6M | +4.2% | +12.8% | -8.5% | -0.9% |
| YTD | -2.5% | +40.1% | -42.6% | -14.7% |
| 1Y | +5.6% | +46.4% | -40.8% | -9.2% |
| 3Y | +96.8% | +167.4% | -70.6% | +36.6% |
| 5Y | +90.0% | +215.0% | -125.0% | +24.6% |
| All | +462.9% | +266.7% | +196.3% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling